On the origins of the changeling race

I'm quite fond of changelings, but so little is canonically known about them, fanfic writers have to come up with a ton of explanations and theories (that often are more interesting than anything from the official sources). Reading this post, I thought it'd be interesting to list their possible origins.

Some ideas I've seen:

• They are natural, biological beings, like ponies.
• Indeed, they are one of the lost pony tribes, along with the flutter ponies, sea ponies, and crystal ponies.
• They are natural beings, corrupted or cursed; it seems to be popular to connect them to flutter ponies and Discord.
• They are magical or supernatural creatures, like the windigos.
• They are artificial creatures.

Another thing is the secrecy of their very existence. Shapeshifting magic or not, it seems improbable that they could be around for a long time without ever being found. So, some explanations for that are:

• They have been in Equestria, secretly coexisting with ponies, for a very long time. They have remained completely unknown, or obscure enough to be dismissed as a myth, because they're simply that good at hiding.
• And their magic completely destroys their bodies upon death.
• They have arrived from the Badlands quite recently, which explains how they remained unknown until the invasion.
• They actually were not unknown, just uncommon and/or unwelcome in Equestria.

Did I miss anything?